-39.5%
GLW vs XLF
+14.5%
-54.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.2% |
| 7D | +15.5% | +1.2% | +14.3% | +16.3% |
| 30D | -19.6% | +6.2% | -25.7% | -13.1% |
| 3M | -28.5% | +0.9% | -29.4% | -28.9% |
| 6M | -39.5% | +13.6% | -53.2% | -26.4% |
| All | -39.5% | +14.5% | -54.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling